Our MNQ build of Quantivus · Volturon Trading Systems

Our MNQ build of Quantivus

I want to walk you through the new MNQ version of Quantivus — why we built it, one setting you'll want to check, and one thing to keep in mind about how closely it tracks the NQ version.

First, why the two can take different trades at all. NQ and MNQ follow the same Nasdaq index, but they're two separate contracts trading in two separate markets. MNQ is the smaller, lighter-volume contract, so its price chart isn't a perfect mirror of NQ's — it prints a few more small wicks, the occasional off-price tick, a high or low sitting a hair away from where NQ's lands. Quantivus makes its decisions by checking a long list of precise conditions, and each one is a pass/fail gate. When the underlying data differs even slightly, a borderline setup can clear the gates on one chart and just miss on the other. That's why your MNQ chart took a couple of trades the NQ chart didn't — the micro's noisier data tipped a marginal signal over the line.

Here's what we changed. We rebuilt the MNQ version so it makes all of its decisions off the full-size NQ data — the same clean, high-volume feed the NQ version uses — while still placing your orders on the MNQ contract. In plain terms, it now thinks with NQ and trades with MNQ. Since both versions now read their signals from the exact same source, they produce the same setups on the same bars. You get NQ-quality decision-making with the smaller size and lower margin of the micro.

One setup note, because of how this works. Since the strategy now reads the full-size NQ feed to make its decisions, it needs to know which NQ contract to pull. You'll find that in the strategy settings under "24. Data Configuration," in the field labeled Signal Instrument. It ships set to NQ ##-##, which automatically follows the current front-month NQ, so in most cases you won't need to touch it. If your data feed doesn't recognize that shorthand, just type in the matching NQ contract by hand, using the same expiration month as the MNQ you're trading — so if you're on MNQ 09-26, set it to NQ 09-26. The one thing to watch: that field takes the full-size NQ contract, not MNQ. MNQ is what you chart and trade; NQ is only what the strategy reads to make its decisions. When contracts roll each quarter, update it to the new month along with your chart, or leave the ##-## default in place and it will handle that for you.

Now the part I want to be upfront about: this gets the two very close, but it won't make them identical — and I'd rather you understand why than be caught off guard.

The decision to enter is now synced; both versions look at the same NQ data, so they agree on what to trade and when. What we can't make identical is the fill. Your MNQ order fills at MNQ's price, in MNQ's own order book, which isn't always the exact price NQ shows at that instant. So the same trade can open and close a little differently on the two, and the profit or loss on a given trade can vary slightly.

There's a second piece. Once you're in a position, the stops and targets watch your actual MNQ contract — and that's on purpose, because a stop's job is to protect the contract you're really holding, not a different one. Since MNQ ticks a little differently than NQ, a stop or target can get touched a moment sooner or later. Usually that's a tiny difference; once in a while it's enough to close a trade on a slightly different bar. So expect entries that line up closely, with small differences in exits and final P&L.

The short version: we've synced the thinking. The small differences that remain come down to the fact that you're trading a different contract in a different market — which is exactly what you want, since that's the contract you're actually holding.

Download Quantivus_MNQ here.

Let us know if you have questions, or run into a problem.

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Our MNQ build of Quantivus